A Fourier approach of pathwise integration

Date

Dec 13, 2012

Time

2:00 PM - 3:00 PM

Speaker

Prof. Dr. Peter Imkeller

Affiliation

Humboldt Universität Berlin

Series

TUD Mathematik AG Analysis & Stochastik

Language

de

Main Topic

Mathematik

Other Topics

Mathematik

Host

Prof. Dr. R. Schilling

Description

In 1961, Ciesielski established a remarkable isomorphism of spaces of Hölder continuous functions and Banach spaces of real valued sequences. This isomorphism leads to wavelet decompositions of Gaussian processes giving access for instance to a precise study of their large deviations, as shown by Baldi and Roynette. We will use Schauder representations for a pathwise approach of integration, using Ciesielski's isomorphism. It can be formulated in terms of dyadic martingales and Rademacher functions. In a more general and analytical setting, this pathwise approach of rough path analysis can be understood in terms of Paley-Littlewood decompositions of distributions, and Bony para-products in Besov spaces. This talk is based on work in progress with M. Gubinelli (U Paris-Dauphine) and N. Perkowski (HU Berlin).

Links

• AG Analysis & Stochastik

Last modified: Nov 6, 2012, 2:23:04 PM